Anic Equity¶

'#---------------------------------------------------------#'

Total return since start: 0.69 %¶

'#---------------------------------------------------------#'

Equity now: -----------------------------> 51614.12 Kr¶

Max Equity ever reached: ------------> 51944.38 Kr¶

Portfolio value: --------------------------> 48415.06 Kr¶

PnL: ---------------------------------------> -672.51 Kr¶

DD now: ---------------------------------> -0.636 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-31 14:34:31.368075'

Anic Portfolio¶

Today¶

Return: -0.548 %¶

This Week¶

Return: 8.599 %¶

Total¶

Return: 68.971 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
FM Mattsson Mora Group B 54 0.160000 3385.800000 205.800000 6.470000 3180.000006
HMS Networks 2 -1.640000 769.200000 96.200000 14.290000 673.000000
HEBA B 70 -0.260000 2716.000000 80.000000 3.030000 2636.000010
Nordea Bank Abp 29 -0.530000 3516.540000 62.540000 1.810000 3453.999992
MedCap 2 0.220000 464.000000 43.000000 10.210000 421.000000
SAAB B 8 -0.260000 3418.400000 41.400000 1.230000 3377.000000
AcadeMedia 12 0.610000 598.080000 41.080000 7.380000 557.000004
Resurs Holding 22 0.610000 612.700000 38.700000 6.740000 573.999998
Swedbank A 3 1.780000 601.500000 37.500000 6.650000 564.000000
Fasadgruppen Group 38 1.480000 4172.400000 31.400000 0.760000 4140.999992
Samhällsbyggnadsbo. i Norden B 20 0.080000 383.400000 28.400000 8.000000 355.000000
Norva24 Group 16 1.040000 560.960000 17.960000 3.310000 543.000000
Intrum 4 0.700000 543.200000 16.200000 3.070000 527.000000
Eastnine 4 -0.320000 502.400000 11.400000 2.320000 491.000000
OEM International B 7 -1.790000 539.000000 11.000000 2.080000 527.999997
Karnov Group 9 0.330000 545.400000 9.400000 1.750000 536.000004
Creaspac SPAC 6 -0.100000 579.600000 2.600000 0.450000 577.000002
Securitas B 6 -1.350000 571.320000 1.320000 0.230000 570.000000
Fastighetsbolag. Emilshus Pref 21 -2.370000 562.800000 0.800000 0.140000 562.000005
Samhällsbyggnadsbo. i Norden D 12 0.000000 246.720000 0.720000 0.290000 246.000000
Corem Property Group B 59 -0.660000 577.610000 0.610000 0.110000 576.999999
Coor Service Management Hold. 8 0.230000 532.400000 0.400000 0.080000 532.000000
Handelsbanken A 5 0.410000 545.500000 -0.500000 -0.090000 546.000000
Midsona B 63 -3.390000 575.190000 -7.810000 -1.340000 582.999984
Sampo Oyj SDB 7 0.090000 3836.000000 -14.000000 -0.360000 3850.000000
Boozt 12 -0.510000 1636.800000 -17.200000 -1.040000 1653.999996
Essity B 2 -0.800000 545.600000 -28.400000 -4.950000 574.000000
CTEK 13 -1.690000 497.900000 -36.100000 -6.760000 533.999999
International Petroleum Corp. 5 -3.330000 551.500000 -43.070000 -7.240000 594.565215
Essity A 4 -1.440000 1092.000000 -57.000000 -4.960000 1149.000000
Vivesto 1368 -2.410000 554.040000 -58.960000 -9.620000 612.999432
Beijer Electronics Group 27 -2.130000 2975.400000 -108.600000 -3.520000 3083.999994
OX2 22 -1.110000 1762.200000 -226.800000 -11.400000 1989.000002
Axfood 15 0.150000 4051.500000 -248.500000 -5.780000 4300.000005
Ovzon 64 -1.850000 3392.000000 -604.000000 -15.120000 3996.000000
TOTAL 48415.060000 -672.510000 -0.6358% 49087.564636

Updated:¶

'2023-01-31 14:34:44.268286'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶